You can of course also do this with gnome-session-properties, but if you also run XFCE be sure to edit the xscreensaver.desktop file to contain NotShowIn=XFCE; . That is because XFCE starts Xscreensaver from /etc/xdg/xfce4/xinitrc and not with an autostart xscreensaver.desktop file.

Now there's one thing left: To make the "Lock screen" menu entry in Gnome 3 work, we have to create a file /usr/local/bin/xscreensaver-dbus-screenlock.py with the following content:

I haven't had any luck with getting xscreensaver to use Pictures folder slideshow. Nevertheless, the screensaver app that I've found to work as good as the Gnome 2 screensaver (and just as easily) is the Mate Screensaver (see screenshot).